+1,111.0%
AMAT vs SHW
+365.4%
+745.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -11.2% |
| 7D | -24.3% | +5.7% | -30.0% | -27.1% |
| 30D | -39.8% | +8.7% | -48.5% | -43.4% |
| 3M | -40.2% | -5.4% | -34.8% | -38.9% |
| 6M | -22.1% | +12.2% | -34.4% | -29.8% |
| YTD | +24.7% | +8.5% | +16.2% | +14.3% |
| 1Y | +33.3% | +4.9% | +28.3% | +24.8% |
| 3Y | +133.9% | +42.8% | +91.0% | +73.5% |
| 5Y | +117.1% | +14.5% | +102.6% | +82.7% |
| All | +1,111.0% | +365.4% | +745.6% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling